Derivatives Studio
On-Demand Valuations for Derivatives Instruments
Get anytime, anywhere access to high-quality derivative valuations with Derivatives Studio, our interactive web-based calculator interface. Derivatives Studio is a reliable alternative source to validate valuations, whilst also supporting use cases for pre-trade verification, analysis for valuations with market data adjustments, bespoke valuation for adhoc usage, audits, and more.
Features
High Quality Data Sourcing
Derivatives Studio connects across all of our leading pricing and valuation products and has the ability to source information from our high quality, multi-source data, which includes 30+ market makers, 4+ major interdealer brokers, and 25+ exchanges.
Coverage
Cross asset class coverage across OTC Derivatives, including Rates, FX, Credit, Equity, Commodity and Structured Products.
Portfolio Valuations Integration
Instantaneously obtain trade details from your connected portfolio via Portfolio Valuations uploads and utilize Derivatives Studio for on-demand valuation and analysis.
Intuitive Trade Booking
All trade forms are filled with defaults, validation, and autocomplete functionality. Users can also save trades for later use and seamlessly book trades into their Portfolio Valuations accounts.
Flexibility
Configure valuation data such as trade inputs, date, snaptime and discounting choices, as well as edits to market data used (discounting, implied volatility). Seamlessly change any parameter and revalue for an immediate update and comparison.
Thought Leadership and Case Studies
Experts
S&P Global Market Intelligence
Chang Hun Lee
Americas Business Development Manager for Derivatives Valuation
Previously, Chang Hun has led Portfolio Valuations' Global Product Services team in North America, providing derivatives expertise, spearheading product enhancement inititatives, and engaging with clients to help meet their needs while monitoring industry developments and trends.
Chang Hun holds a BA in Economics from University of Pennsylvania and MA in Mathematics of Finance from Columbia University.
S&P Global Market Intelligence
Mila Kuznetsov
Executive Director, Global Head of Derivatives Business Development
Prior to joining S&P Global, Mila held multiple leadership roles at key financial services organizations such as Sculptor Capital Management where she was the Global Head of Valuations, Citi as a V.P focused on Equity Derivative Valuations, and at Ernst & Young within financial services for clients in Risk Advisory and Derivative Valuations. In her previous roles, she has implemented new pricing and valuation policies and procedures across multi-asset portfolios (equities, fixed income, derivatives, private assets), led valuation automation projects, and reviewed key valuation questions with internal stakeholders (Valuation Committees) and external stakeholders (auditors, regulators, investors).
Mila graduated from Binghamton University's School of Management with a Bachelor of Science in Management, Concentration in Finance, and a Minor in Russian and East European Studies.
S&P Global Market Intelligence
Zaid Shahzadeh
Executive Director, Pricing, Valuation and Reference Data, APAC
Joined legacy-IHS Markit in 2014 focusing on OTC derivatives data and solutions in Singapore then Hong Kong. Prior to S&P Global, Zaid worked at Barclays and Morgan Stanley in Singapore and London focusing mainly on the derivatives valuation space.
Zaid holds a Master’s degree in Finance from the University of Strathclyde, United Kingdom.
S&P Global Market Intelligence
Cristina Grigore
Executive Director, Derivatives Data and Valuations Business Development
Based in London, Cristina is part of the Pricing & Valuation Business Development team, leading our OTC derivatives valuations and collateral suite of solutions. Prior to this role, she led the EMEA Portfolio Valuations client service team and has been with the firm since 2012.
With over 20 years of international work experience Cristina started her career in OTC Derivatives valuations with Bear Stearns in New York and subsequently run the OTC derivatives valuations operations team within JP Morgan Securities Services. Cristina is focused on providing customer driven solutions, implemented through both internal as well as external collaborations and has led several initiatives such as the recent Initial Margin solution, which helps firms achieve compliance with Uncleared Margin Rule (UMR).
Cristina holds an MBA with dual concentration in Finance and Marketing from Syracuse University and is originally from Romania, where she graduated with a degree in International Business from the Academy of Economic Studies.
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